[Cogniato]

feb,
ER2 130day avg vol is 206,000 contracts/day. Today it was 538,000. Just when it is getting liquid, they pull the plug. I found many ways to get an edge in the ER2's that aren't available as often in other indexes - may of them based on the reliable fact that the smallcaps overshoot the big indexes on big moves and are slower to respond to turning market internals, giving good major move entry points, and better % gains with less commission costs. ER2 also allows greater granularity in analysis because it is continually directional as opposed to the frustrating "stair-stepping" of the ES's.

The new SMCu07 (SP600 SmallCap futures) contract at CME will start trading 8-19-07. No exchange fees until March 2008 = cheap commissions! I have been studying the SP600 SmallCap Cash Index at CBOE ($SML.X Tradestation), and it tracks virtually identical to the Russell Cash, down to the one minute. The same advatageous charactristics may hopefully still apply. It also pays $10.00 per tick or $100.00 per point, which I love about
ER2.
BTW I also had open neck surgery to remove a mass in Dec 06, took me about 5 months to normalize. Lost a new trading job with one of the world's largest prop trading houses cause I couldn't show up, and I was too new to build solid performance before my surgery. I am starting to kick butt now though.